We recover the Donsker–Varadhan large deviations principl e (LDP) for the empirical measure of a continuous time Markov chain o n a countable (finite or infinite) state space from the joint LDP for the empi rical measure and the empirical flow proved in [2].
From level 2.5 to level 2 large deviations for continuous time Markov chains
GABRIELLI, DAVIDE
2014-01-01
Abstract
We recover the Donsker–Varadhan large deviations principl e (LDP) for the empirical measure of a continuous time Markov chain o n a countable (finite or infinite) state space from the joint LDP for the empi rical measure and the empirical flow proved in [2].File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
